-43.4%
CCL vs WELL
+356.9%
-400.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.3% | -2.2% | -2.1% | -2.6% |
| 30D | -19.0% | +4.7% | -23.7% | -21.9% |
| 3M | -13.1% | +11.9% | -25.0% | -21.3% |
| 6M | -13.3% | +14.3% | -27.6% | -23.6% |
| YTD | -25.2% | +28.4% | -53.6% | -40.3% |
| 1Y | -27.2% | +42.3% | -69.5% | -47.2% |
| 3Y | +49.2% | +202.6% | -153.3% | -45.0% |
| 5Y | +0.4% | +206.5% | -206.2% | -64.4% |
| All | -43.4% | +356.9% | -400.3% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WELL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling